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Comment by thxg

I think it's partially excusable. Most LP solvers target large-scale instances, but instances that still fit in RAM. Think single-digit millions of variables and constraints, maybe a billion nonzeros at most. PDLP is not designed for this type of instances and gets trounced by the best solvers at this game [1]: more than 15x slower (shifted geometric mean) while being 100x less accurate (1e-4 tolerances when other solvers work with 1e-6).

PDLP is targeted at instances for which factorizations won't fit in memory. I think their idea for now is to give acceptable solutions for gigantic instances when other solvers crash.

[1] https://plato.asu.edu/ftp/lpfeas.html

parent thxg 2 years ago

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